DCI vs. AME

In the year-to-date period, DCI achieves a -9.32% return, which is significantly higher than AME's -15.16% return. Over the past 10 years, DCI has underperformed AME with an annualized return of 6.72%, while AME has yielded a comparatively higher 11.86% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and AMETEK, Inc. (AME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DCI Sharpe Ratio is -0.80, which is comparable to the AME Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of DCI and AME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DCI's dividend yield for the trailing twelve months is around 1.78%, more than AME's 0.75% yield.

The maximum DCI drawdown since its inception was -56.90%, which is greater than AME's maximum drawdown of -53.31%. Use the drawdown chart below to compare losses from any high point for DCI and AME. For additional features, visit the drawdowns tool.

The current volatility for Donaldson Company, Inc. (DCI) is NaN%, while AMETEK, Inc. (AME) has a volatility of NaN%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than AME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Donaldson Company, Inc. and AMETEK, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.